Existence of solutions for nonlinear elliptic PDEs with fractional Laplacians on open balls
Guillaume Penent, Nicolas Privault
TL;DR
This work proves the existence of continuous viscosity solutions to semilinear elliptic PDEs with fractional Laplacians on open balls, under small exterior data and nonlinear coefficients. It introduces a tree-based probabilistic representation driven by a $(2s)$-stable branching process, yielding the solution as $u(x)=\mathbb{E}[\mathcal{H}(\mathcal{T}_x)]$ and establishing the required integrability and continuity via exit-time regularity. The main contributions include existence results for a broad class of polynomial nonlinearities without degree bounds, with additional results for small radii and finite nonlinearities, and the identification of conditions under which the viscosity solution agrees with a weak solution (uniqueness under $\phi\in H^{2s}$). Numerical experiments up to dimension $d=100$ validate the approach and illustrate its scalability through Monte Carlo tree methods and stable-process simulations. The methods extend nonlocal PDE theory to high dimensions and offer a practical computational framework for semilinear fractional elliptic problems.
Abstract
We prove the existence of viscosity solutions for fractional semilinear elliptic PDEs on open balls with bounded exterior condition in dimension $d\geq 1$. Our approach relies on a tree-based probabilistic representation based on a (2s)-stable branching processes for all $s\in (0,1)$, and our existence results hold for sufficiently small exterior conditions and nonlinearity coefficients. In comparison with existing approaches, we consider a wide class of polynomial nonlinearities without imposing upper bounds on their maximal degree or number of terms. Numerical illustrations are provided in large dimensions.
